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This is my first research using Gretl. I have a panel of 197 people for 66 months stacked as time series. One person has values for the months of January, February, Mars, April, November, December. For the summer months of May, June, July, August, October and September there is no data available. so my data goes from 2005-11 to 2016-04 with 6 months missing every year. It is not surprising, that Gretl does not recognize, that the summer months are missing. It strings the data together and recognizes my data from 2005-11 to 2011-04. Does any of you have an idea how to solve that problem and make Gretl realize i only have 6 months per year?

My first idea was to include missing values for the summer months. Is this possible in Gretl or do I need to do it in Excel?

I already checked in the manual and various internet plattforms, but could not find a solution. So I am greatfull for any suggestion. Kind regards, x739Green

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  • $\begingroup$ I guess it depends on a choice you have to make: if I understand correctly, you have several years of data for each unit, but no data from May to October. Do you want to consider April and November as consecutive, or do you want to include extra observations with missing entries for the summer months? $\endgroup$
    – Jack Lucchetti
    Commented Jul 12, 2022 at 14:05

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I don't see any advantage in stuffing NAs into the May to October slots for each year, unless perhaps you reckon you'll be able to fill them in with real data at some point. I would suggest creating a variable that records the month of the year at each observation. That will allow you to implement some sort of special treatment for month 11, which is not preceded by a contiguous observation, if you think that is called for. For example, if the month variable is called "month" you could have a series equal to month minus its first lag

series dt = diff(month)

and condition on dt > 1 in some suitable way.

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